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Report NEP-FMK-2020-03-23
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Claude Montmarquette & Alexandre Prud'homme, 2020, "More on the Value of Financial Advisors," CIRANO Project Reports, CIRANO, number 2020rp-04, Mar.
- Ben Moews & Gbenga Ibikunle, 2020, "Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning," Papers, arXiv.org, number 2002.10385, Feb.
- Mirela Sandulescu, 2020, "How Integrated Are Corporate Bond and Stock Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-09, Mar.
- Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu, 2020, "Time-varying neural network for stock return prediction," Papers, arXiv.org, number 2003.02515, Mar, revised Jan 2021.
- Brice Corgnet & Mark DeSantis & David Porter, 2020, "Let's Chat... When Communication Promotes Efficiency in Experimental Asset Markets," Working Papers, Chapman University, Economic Science Institute, number 20-12.
- Moustapha Daouda Dala & Isabelle Distinguin & Alain Sauviat, 2020, "What is the information value of bank's stress tests? An investigation using banks' bond split ratings," Working Papers, HAL, number hal-02475512, Feb.
- Zura Kakushadze & Willie Yu, 2020, "Machine Learning Treasury Yields," Papers, arXiv.org, number 2003.05095, Mar.
- Vaclav Broz & Evzen Kocenda, 2020, "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1024, Mar.
- Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Sector connectedness in the Chinese stock markets," Papers, arXiv.org, number 2002.09097, Feb.
- Luc Arrondel, 2020, "Financial literacy and French behaviour on the stock market," PSE Working Papers, HAL, number halshs-02505320, Mar.